-66.8%
CPNG vs GLDM
+132.5%
-199.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | +7.2% | +2.9% | +4.4% | +6.5% |
| 30D | +3.2% | -3.9% | +7.1% | +4.2% |
| 3M | +0.9% | -8.1% | +9.0% | +2.8% |
| 6M | -3.8% | -14.7% | +10.9% | -0.7% |
| YTD | -30.8% | -6.6% | -24.2% | -29.8% |
| 1Y | -43.5% | -2.1% | -41.5% | -43.4% |
| 3Y | +6.6% | +107.7% | -101.1% | -10.9% |
| 5Y | -45.3% | +116.5% | -161.8% | -57.2% |
| All | -66.8% | +132.5% | -199.3% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling